These contacts can take two forms, and it's important to determine which one you have had.

If the contact seemed personal, if you came away convinced that the intent of the contact was to provide communication to you that the departed had made his or her transition comfortably into the next world, then that, of course, is a good thing. Such an encounter would be classified as an "after-death communication" (ADC). Many of these close encounters are of this variety, although, due to the extreme rarity of verbal communication in these cases, it is sometimes a bit of a subjective challenge to figure out if indeed communication was the intent of the encounter. But if you can determine decisively that the encounter was an ADC, all should be considered well, and in any case, there's not much more you can do at that point except pray for them.

But if the contact seemed more impersonal, as if you have caught the loved one going about their business seemingly unaware of your presence, then what you may have experienced was a very different kind of encounter : with a ghost. This is not a particularly good thing. It's no danger to you, of course, but it indicates that your loved one's transition did not go very well, and that they could use some help. If the departed soul has become a ghost, they have essentially fallen into a sort of dream-like state in which they are trapped in their own memories and unable to proceed any further in the next world. It is a fairly common occurrence, unfortunately. Fortunately, there are measures that can be taken, if you are willing to do so and not too freaked out by the whole idea.

What you need is a soul-retrieval specialist.

Now, there are three varieties of these folks. The best known are more commonly called "shamans"; soul-retrieval was a common duty for shamans and holy men in primitive cultures around the world, and these skills have not been entirely lost with the arrival of the civilized era. Just google "soul-retrieval" and you will see what I mean.

The second version is new on the scene, and very high-tech. These are the folks from The Monroe Institute (TMI) in Virginia, who have found a way to use specially designed sound waves to trick their brains and minds into replicating extremely deep and rare states of meditation, states usually reserved only for people who have spent years in meditative techniques. These folks at TMI have found it is possible to teach the average person how to perform shamanic soul-rescues with just a few days training. And in general, I have found that they are very willing to assist those of us needing such soul-rescue services.

These first two versions of soul-retrieval specialists are similar in the results they provide, although they take different paths getting there. But the last category of specialist is unique, if DT is correct, and there is only one person who falls into this category : Jesus Christ. While all other soul-retrieval specialists save the souls of the dead one at a time, Christ seems to have figured out how to achieve a universal soul-retrieval. Excellent work, but the glitch is, this does not seem to take place until the Judgment Day scenario, and until then, all those ghosts will just have to keep on wandering around inside their own dreams and nightmares, unless one of the other types of soul-retrieval specialists takes on the case in the meantime.

The Monroe Institute
Make the two one! Robert Monroe's "Hemi-Sync" process has helped thousands integrate the two sides of their psyches, allowing many to experience first hand the amazing psychological/spiritual/mystical consequences of doing so. Monroe's Institute is famous world-wide for helping people to achieve OBEs.

Soul Fragmentation and Retrieval
The concept that the human soul is capable of breaking apart into pieces is not new. Shamanic traditions around the world have preserved this concept.

Soul Retrieval Techniques
Here is another discussion of the shamanic practice of soul retrieval.

Sandra Ingerman's Page
Sandra Ingerman was the first in the modern era to publish a modern work on the ancient shamanic practice of soul retrieval.